+110.3%
MO vs FDS
+66.9%
+43.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.8% | +7.1% | +2.5% |
| 7D | -1.0% | -16.0% | +15.0% | +2.4% |
| 30D | +5.8% | -6.7% | +12.5% | +7.1% |
| 3M | -4.5% | +6.0% | -10.5% | -5.9% |
| 6M | +5.7% | +25.1% | -19.4% | -0.1% |
| YTD | +23.1% | -8.1% | +31.3% | +24.0% |
| 1Y | +10.9% | -26.0% | +36.9% | +17.1% |
| 3Y | +96.1% | -36.4% | +132.6% | +112.3% |
| 5Y | +100.1% | -27.7% | +127.8% | +104.3% |
| All | +110.3% | +66.9% | +43.4% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling